+89.7%
PFE vs IWF
+682.3%
-592.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.9% |
| 7D | -3.0% | -1.1% | -1.9% | -2.5% |
| 30D | +5.2% | -8.3% | +13.5% | +9.6% |
| 3M | +12.2% | -5.6% | +17.8% | +15.0% |
| 6M | +17.8% | -5.4% | +23.2% | +20.0% |
| YTD | +26.2% | -1.2% | +27.4% | +25.2% |
| 1Y | +23.2% | -2.7% | +25.8% | +23.1% |
| 3Y | +21.3% | +67.8% | -46.5% | -12.9% |
| 5Y | -23.1% | +60.1% | -83.2% | -45.1% |
| 10Y | +50.7% | +392.2% | -341.5% | -48.5% |
| All | +89.7% | +682.3% | -592.6% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling